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An entropy-based early warning indicator for systemic risk
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Backward/forward optimal combination of performance measures for equity screening
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Bayesian Markov switching tensor regression for time-varying networks
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Bayesian dynamic tensor regression
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Bayesian estimation of switching ARMA models
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Bayesian graphical models for structural vector autoregressive processes
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Bayesian inference on dynamic models with latent factors
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Bayesian nonparametric sparse seemingly unrelated regression model (SUR)
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Buildings' energy efficiency and the probability of mortgage default
the Dutch case -
Buildings' energy efficiency and the probability of mortgage default
the Dutch case -
CDS industrial sector indices, credit and liquidity risk
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COVID-19 spreading in financial networks
a semiparametric matrix regression model -
Combination schemes for turning point predictions
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Combining predictive densities using Bayesian filtering with applications to US economic data
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Credit scoring in SME asset-backed securities
an Italian case study -
Creditworthiness and buildings' energy efficiency in the Italian mortgage market
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Crises and hedge fund risk
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Dating EU15 monthly business cycle jointly using GDP and IPI
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Dynamic risk exposure in hedge funds
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Dynamical interaction between financial and business cycles
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Econometric measures of connectedness and systemic risk in the finance and insurance sectors
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Efficient Gibbs sampling for Markov switching GARCH models
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Functional indirect inference
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General equilibrium models of the term structure of interest rates
the N-production processes case -
Global realignment in financial market dynamics
evidence from ETF networks